1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2010 Vincent Lejeune 5 // Copyright (C) 2010 Gael Guennebaud <gael.guennebaud (at) inria.fr> 6 // 7 // This Source Code Form is subject to the terms of the Mozilla 8 // Public License v. 2.0. If a copy of the MPL was not distributed 9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 10 11 #ifndef EIGEN_BLOCK_HOUSEHOLDER_H 12 #define EIGEN_BLOCK_HOUSEHOLDER_H 13 14 // This file contains some helper function to deal with block householder reflectors 15 16 namespace Eigen { 17 18 namespace internal { 19 20 /** \internal */ 21 template<typename TriangularFactorType,typename VectorsType,typename CoeffsType> 22 void make_block_householder_triangular_factor(TriangularFactorType& triFactor, const VectorsType& vectors, const CoeffsType& hCoeffs) 23 { 24 typedef typename TriangularFactorType::Index Index; 25 typedef typename VectorsType::Scalar Scalar; 26 const Index nbVecs = vectors.cols(); 27 eigen_assert(triFactor.rows() == nbVecs && triFactor.cols() == nbVecs && vectors.rows()>=nbVecs); 28 29 for(Index i = 0; i < nbVecs; i++) 30 { 31 Index rs = vectors.rows() - i; 32 Scalar Vii = vectors(i,i); 33 vectors.const_cast_derived().coeffRef(i,i) = Scalar(1); 34 triFactor.col(i).head(i).noalias() = -hCoeffs(i) * vectors.block(i, 0, rs, i).adjoint() 35 * vectors.col(i).tail(rs); 36 vectors.const_cast_derived().coeffRef(i, i) = Vii; 37 // FIXME add .noalias() once the triangular product can work inplace 38 triFactor.col(i).head(i) = triFactor.block(0,0,i,i).template triangularView<Upper>() 39 * triFactor.col(i).head(i); 40 triFactor(i,i) = hCoeffs(i); 41 } 42 } 43 44 /** \internal */ 45 template<typename MatrixType,typename VectorsType,typename CoeffsType> 46 void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vectors, const CoeffsType& hCoeffs) 47 { 48 typedef typename MatrixType::Index Index; 49 enum { TFactorSize = MatrixType::ColsAtCompileTime }; 50 Index nbVecs = vectors.cols(); 51 Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs); 52 make_block_householder_triangular_factor(T, vectors, hCoeffs); 53 54 const TriangularView<const VectorsType, UnitLower>& V(vectors); 55 56 // A -= V T V^* A 57 Matrix<typename MatrixType::Scalar,VectorsType::ColsAtCompileTime,MatrixType::ColsAtCompileTime,0, 58 VectorsType::MaxColsAtCompileTime,MatrixType::MaxColsAtCompileTime> tmp = V.adjoint() * mat; 59 // FIXME add .noalias() once the triangular product can work inplace 60 tmp = T.template triangularView<Upper>().adjoint() * tmp; 61 mat.noalias() -= V * tmp; 62 } 63 64 } // end namespace internal 65 66 } // end namespace Eigen 67 68 #endif // EIGEN_BLOCK_HOUSEHOLDER_H 69
